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Automated fixes by clang-tidy
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github-actions[bot] committed Mar 5, 2021
1 parent 86af87e commit d6b7d1c
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Showing 2 changed files with 14 additions and 13 deletions.
16 changes: 8 additions & 8 deletions ql/experimental/futures/overnightindexfuture.cpp
Expand Up @@ -24,14 +24,14 @@

namespace QuantLib {

OvernightIndexFuture::OvernightIndexFuture(
const ext::shared_ptr<OvernightIndex>& overnightIndex,
const Date& valueDate,
const Date& maturityDate,
Handle<Quote> convexityAdjustment,
OvernightAveraging::Type averagingMethod)
: overnightIndex_(overnightIndex), valueDate_(valueDate), maturityDate_(maturityDate),
convexityAdjustment_(std::move(convexityAdjustment)), averagingMethod_(averagingMethod) {
OvernightIndexFuture::OvernightIndexFuture(ext::shared_ptr<OvernightIndex> overnightIndex,
const Date& valueDate,
const Date& maturityDate,
Handle<Quote> convexityAdjustment,
OvernightAveraging::Type averagingMethod)
: overnightIndex_(std::move(overnightIndex)), valueDate_(valueDate),
maturityDate_(maturityDate), convexityAdjustment_(std::move(convexityAdjustment)),
averagingMethod_(averagingMethod) {
QL_REQUIRE(overnightIndex_, "null overnight index");
registerWith(overnightIndex_);
}
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11 changes: 6 additions & 5 deletions ql/experimental/futures/overnightindexfuture.hpp
Expand Up @@ -38,11 +38,12 @@ namespace QuantLib {
*/
class OvernightIndexFuture : public Instrument {
public:
OvernightIndexFuture(const ext::shared_ptr<OvernightIndex>& overnightIndex,
const Date& valueDate,
const Date& maturityDate,
Handle<Quote> convexityAdjustment = Handle<Quote>(),
OvernightAveraging::Type averagingMethod = OvernightAveraging::Compound);
OvernightIndexFuture(
ext::shared_ptr<OvernightIndex> overnightIndex,
const Date& valueDate,
const Date& maturityDate,
Handle<Quote> convexityAdjustment = Handle<Quote>(),
OvernightAveraging::Type averagingMethod = OvernightAveraging::Compound);

Real convexityAdjustment() const;
bool isExpired() const override;
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